Microsoft Office has identified a potential security concern

While creating an Add-In I stumble across the following: I have an *.xlsm file that opens without Security notifications. After saving this file as *.xlam the new file throws the following "Microsoft Excel Security Notice":

"Microsoft Office has identified a potential security concern
File Path: L:\...
Data connections have been blocked. If you choose to enable data connections, your computer may no longer be secure. Do not enable this content unless you trust the source of this file"

Within the Trust center the location got added to the trusted locations. There is no ActiveX content in the file. I also created a self signed certificate. Still the notifier keeps nagging me when starting Excel.

I also created a new file and populated the same with the modules,... of the file throwing the warning message. Unfortunately this also did not do the trick. Last month I created another Add-In and did not run into these problems....